Yes, I saw the warning on wiki that collisions with ChainShape can react in a odd manner. But my problem is different, it's due to my own lack of knowledge >.<
that's why I came to ask for help

I'm making a spaceship game. Using the right-click you enable a circle-shaped Shield around you. I choose to use the ChainShape instead of CircleShape, because I don't want my spaceship colliding with the shield.
All the bullets need to collide with the shield, even my own bullet (I don't want the player using shield and shoting at the same time). When a bullet collide with the shield, the bullet is destroyed. Nice. It works beautifully! I could defend myself from a storm of bullets that destroyed me in the same frame that I released the shield. So, the chainshape works fine.
The problem is when I destroy the ChainShape. My bullets get destroyed as if the shield is still there, but part of enemies bullets doesn't get destroyed and reachs me.

(play with mouse and WSAD)